Dynamic volume-volatility relation
H Wang - Available at SSRN 603841, 2004 - papers.ssrn.com
We find that trading volume not only contributes positively to the contemporaneous volatility,
as indicated in previous literature, but also contributes negatively to the subsequent …
as indicated in previous literature, but also contributes negatively to the subsequent …
[PDF][PDF] Dynamic Volume-Volatility Relation
H Wang - 2004 - efmaefm.org
We find that trading volume not only contributes positively to the contemporaneous volatility,
as indicated in previous literature, but also contributes negatively to the subsequent …
as indicated in previous literature, but also contributes negatively to the subsequent …
[PDF][PDF] Dynamic Volume-Volatility Relation
H Wang - 2004 - scholar.archive.org
We find that trading volume not only contributes positively to the contemporaneous volatility,
as indicated in previous literature, but also contributes negatively to the subsequent …
as indicated in previous literature, but also contributes negatively to the subsequent …
[PDF][PDF] Dynamic Volume-Volatility Relation
H Wang - 2004 - efmaefm.org
We find that trading volume not only contributes positively to the contemporaneous volatility,
as indicated in previous literature, but also contributes negatively to the subsequent …
as indicated in previous literature, but also contributes negatively to the subsequent …
[PDF][PDF] Dynamic Volume-Volatility Relation
H Wang - 2004 - Citeseer
We find that trading volume not only contributes positively to the contemporaneous volatility,
as indicated in previous literature, but also contributes negatively to the subsequent …
as indicated in previous literature, but also contributes negatively to the subsequent …